Group 1: Report Information - Report Name: All-variety Spread Daily Report [2] - Date: May 28, 2025 [2] - Data Sources: Wind, Mysteel, GF Futures Research Institute [2] Group 2: Metals and Energy Ferrous Metals - Silicon Iron (SF507): Spot price is 5452, historical quantile is 86.40%, futures price is 5698, basis rate is 4.51% [1] - Silicon Manganese (SM509): Spot price is 5820, futures price is 5616, basis rate is 3.63% [1] - Rebar (RB2510): Basis rate is 5.03% [1] - Hot Rolled Coil (HC2510): Spot price is 3111, futures price is 3182, basis rate is 2.29% [1] - Iron Ore (I2509): Spot price is 770, historical quantile is 54.90% [1] - Coke (J2509): Spot price is 1364, basis rate is 3.24%, historical quantile is 67.03% [1] - Coking Coal (JM2509): Spot price is 1020, historical quantile is 71.90% [1] Non-ferrous Metals - Copper (CU2507): Spot price is 78515, basis is 305, futures price is 78210, basis rate is 0.39%, historical quantile is 71.45% [1] - Aluminum (AL2507): Spot price is 20200, basis is 160, futures price is 20040, basis rate is 0.80%, historical quantile is 85.41% [1] - Alumina (AO2509): Spot price is 2992, basis is 266, futures price is 3258, basis rate is 8.91%, historical quantile is 86.56% [1] - Zinc (ZN2507): Spot price is 22660, basis is 330, futures price is 22330, basis rate is 1.48%, historical quantile is 87.70% [1] - Tin (SN2507): Spot price is 264800, basis is 110, futures price is 264690, basis rate is 0.04%, historical quantile is 51.04% [1] - Nickel (NI2507): Spot price is 122350, basis is 180, futures price is 122170, basis rate is 0.15%, historical quantile is 61.04% [1] - Stainless Steel (SS2507): Spot price is 13320, basis is 465, futures price is 12855, basis rate is 3.62%, historical quantile is 84.79% [1] - Lithium Carbonate (LC2507): Spot price is 62000, basis is 1080, futures price is 60920, historical quantile is 59.64% [1] - Industrial Silicon (SI2507): Spot price is 7440, basis is 1060, futures price is 8500, basis rate is 14.25%, historical quantile is 66.84% [1] Precious Metals - Gold (AU2508): Spot price is 768.5, futures price is 771.6, basis is -3.1, basis rate is -0.40%, historical quantile is 17.70% [1] - Silver (AG2508): Spot price is 8189.0, futures price is 8217.0, basis is -28.0, basis rate is -0.34%, historical quantile is 24.00% [1] Group 3: Agricultural Products - Soybean Meal (M2509): Spot price is 2840, futures price is 2966.0, basis is -126.0, basis rate is -4.25%, historical quantile is 10.00% [1] - Soybean Oil (Y2509): Spot price is 7960, futures price is 7740.0, basis is 220.0, basis rate is 2.84%, historical quantile is 28.40% [1] - Palm Oil (P2509): Spot price is 8500, futures price is 8044.0, basis is 456.0, basis rate is 5.67%, historical quantile is 68.40% [1] - Rapeseed Meal (RM509): Spot price is 2480, futures price is 2599.0, basis is -119.0, basis rate is -4.58%, historical quantile is 13.50% [1] - Rapeseed Oil (OI509): Spot price is 9600, futures price is 9444.0, basis is 156.0, basis rate is 1.65%, historical quantile is 53.10% [1] - Corn (C2507): Spot price is 2320, futures price is 2324.0, basis is -4.0, basis rate is -0.17%, historical quantile is 45.70% [1] - Corn Starch (CS2507): Spot price is 2700, futures price is 2652.0, basis is 48.0, basis rate is 1.81%, historical quantile is 21.20% [1] - Live Hogs (LH2509): Spot price is 14530, futures price is 13560.0, basis is 970.0, basis rate is 7.15%, historical quantile is 67.70% [1] - Eggs (JD2507): Spot price is 2800, futures price is 2885.0, basis is -85.0, basis rate is -2.95%, historical quantile is 24.30% [1] - Cotton (CF509): Spot price is 14485, futures price is 13330.0, basis is 1155.0, basis rate is 8.66%, historical quantile is 81.10% [1] - Sugar (SR509): Spot price is 6200, futures price is 5841.0, basis is 359.0, basis rate is 6.15%, historical quantile is 71.00% [1] - Apples (AP510): Spot price is 8600, futures price is 7582.0, basis is 1018.0, basis rate is 13.43%, historical quantile is 72.80% [1] - Red Dates (CJ509): Spot price is 8300, futures price is 8905.0, basis is -605.0, basis rate is -6.79%, historical quantile is 70.30% [1] Group 4: Energy and Chemicals - Paraxylene (PX509): Spot price is 6914.3, futures price is 6706.0, basis is 208.3, basis rate is 3.11%, historical quantile is 87.80% [1] - PTA (TA509): Spot price is 4740.0, futures price is 4880.0, basis is -140.0, basis rate is -2.95%, historical quantile is 77.70% [1] - Ethylene Glycol (EG2509): Spot price is 4387.0, futures price is 4530.0, basis is -143.0, basis rate is -3.26%, historical quantile is 93.80% [1] - Polyester Filament (PF507): Spot price is 6495.0, futures price is 6456.0, basis is 39.0, basis rate is 0.60%, historical quantile is 57.80% [1] - Styrene (EB2507): Spot price is 7825.0, futures price is 7167.0, basis is 658.0, basis rate is 9.18%, historical quantile is 93.10% [1] - Methanol (MA509): Spot price is 2237.0, futures price is 2208.0, basis is 29.0, basis rate is 1.31%, historical quantile is 55.10% [1] - Urea (UR509): Spot price is 1860.0, futures price is 1814.0, basis is 46.0, basis rate is 2.54%, historical quantile is 25.40% [1] - LLDPE (L2509): Spot price is 7225.0, futures price is 7007.0, basis is 218.0, basis rate is 3.11%, historical quantile is 73.50% [1] - PP (PP2509): Spot price is 7150.0, futures price is 6896.0, basis is 254.0, basis rate is 3.68%, historical quantile is 77.90% [1] - PVC (V2509): Spot price is 4793.0, futures price is 4700.0, basis is 93.0, basis rate is 1.94%, historical quantile is 55.60% [1] - Caustic Soda (SH209): Spot price is 2750.0, futures price is 2449.0, basis is 301.0, basis rate is 12.29%, historical quantile is 84.20% [1] - LPG (PG2507): Spot price is 4798.0, futures price is 4090.0, basis is 708.0, basis rate is 17.31%, historical quantile is 83.50% [1] - Asphalt (BU2507): Spot price is 3625.0, futures price is 3516.0, basis is 109.0, basis rate is 3.10%, historical quantile is 75.60% [1] - Butadiene Rubber (BR2507): Spot price is 12200.0, futures price is 11645.0, basis is 555.0, basis rate is 4.77%, historical quantile is 81.70% [1] - Glass (FG509): Spot price is 1064.0, futures price is 1031.0, basis is 33.0, basis rate is 3.10%, historical quantile is 74.31% [1] - Soda Ash (SA509): Spot price is 1276.0, futures price is 1231.0, basis is 45.0, basis rate is 3.53%, historical quantile is 43.57% [1] - Natural Rubber (RU2509): Spot price is 14495.0, futures price is 14400.0, basis is -95.0, basis rate is -0.66%, historical quantile is 92.29% [1] Group 5: Financial Futures - CSI 300 (IF2506): Spot price is 3809.2, futures price is 3839.4, basis is -30.2, basis rate is -0.79%, historical quantile is 12.20% [1] - SSE 50 (IH2506): Spot price is 2685.3, futures price is 2668.6, basis is -16.7, basis rate is -0.63%, historical quantile is 11.40% [1] - CSI 500 (IC2506): Spot price is 5652.1, futures price is 5578.0, basis is -74.1, basis rate is -1.33%, historical quantile is 7.90% [1] - CSI 1000 (IM2506): Spot price is 6008.5, futures price is 5915.0, basis is -93.5, basis rate is -1.58%, historical quantile is 9.60% [1] - 2-year Treasury Bond (TS2509): Spot price is 102.41, futures price is 100.21, basis is -0.10%, historical quantile is 0.9796 [1] - 5-year Treasury Bond (TF2509): Spot price is 108.73, futures price is 106.03, basis is -0.06%, historical quantile is 0.9522 [1] - 10-year Treasury Bond (T2509): Spot price is 107.41, futures price is 100.90, basis is 0.25, basis rate is 0.23%, historical quantile is 46.80% [1] - 30-year Treasury Bond (TL2509): Spot price is 135.16, futures price is 119.45, basis is 0.43, basis rate is 0.36%, historical quantile is 63.10% [1]
全品种价差日报-20250528
Guang Fa Qi Huo·2025-05-28 01:18